+600.6%
TLN vs IAG
+595.8%
+4.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.1% |
| 7D | +10.9% | +4.3% | +6.7% | +9.9% |
| 30D | -6.3% | +9.8% | -16.1% | -8.3% |
| 3M | -10.7% | +28.9% | -39.6% | -15.7% |
| 6M | +1.6% | -7.6% | +9.2% | +1.3% |
| YTD | -13.1% | +22.0% | -35.0% | -18.4% |
| 1Y | -15.1% | +99.5% | -114.6% | -27.3% |
| 3Y | +495.0% | +818.3% | -323.3% | +324.4% |
| All | +600.6% | +595.8% | +4.7% | +406.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling